NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 4.028 4.143 0.115 2.9% 3.880
High 4.142 4.234 0.092 2.2% 4.234
Low 3.920 4.065 0.145 3.7% 3.854
Close 4.116 4.219 0.103 2.5% 4.219
Range 0.222 0.169 -0.053 -23.9% 0.380
ATR 0.108 0.113 0.004 4.0% 0.000
Volume 10,830 15,854 5,024 46.4% 60,639
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.680 4.618 4.312
R3 4.511 4.449 4.265
R2 4.342 4.342 4.250
R1 4.280 4.280 4.234 4.311
PP 4.173 4.173 4.173 4.188
S1 4.111 4.111 4.204 4.142
S2 4.004 4.004 4.188
S3 3.835 3.942 4.173
S4 3.666 3.773 4.126
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 5.242 5.111 4.428
R3 4.862 4.731 4.324
R2 4.482 4.482 4.289
R1 4.351 4.351 4.254 4.417
PP 4.102 4.102 4.102 4.135
S1 3.971 3.971 4.184 4.037
S2 3.722 3.722 4.149
S3 3.342 3.591 4.115
S4 2.962 3.211 4.010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.234 3.854 0.380 9.0% 0.145 3.4% 96% True False 12,127
10 4.234 3.854 0.380 9.0% 0.117 2.8% 96% True False 11,154
20 4.354 3.854 0.500 11.9% 0.105 2.5% 73% False False 12,552
40 4.613 3.854 0.759 18.0% 0.105 2.5% 48% False False 10,896
60 5.087 3.854 1.233 29.2% 0.101 2.4% 30% False False 9,165
80 5.327 3.854 1.473 34.9% 0.101 2.4% 25% False False 8,097
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.952
2.618 4.676
1.618 4.507
1.000 4.403
0.618 4.338
HIGH 4.234
0.618 4.169
0.500 4.150
0.382 4.130
LOW 4.065
0.618 3.961
1.000 3.896
1.618 3.792
2.618 3.623
4.250 3.347
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 4.196 4.172
PP 4.173 4.124
S1 4.150 4.077

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols